-20.6%
AMT vs FCEL
-96.7%
+76.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.6% | -8.5% | -0.1% |
| 7D | +0.4% | +3.0% | -2.7% | +0.2% |
| 30D | +3.7% | -40.0% | +43.7% | +5.2% |
| 3M | +10.7% | -47.0% | +57.8% | +12.4% |
| 6M | +9.3% | -21.0% | +30.3% | +6.5% |
| YTD | +10.9% | +48.0% | -37.1% | +3.2% |
| 1Y | +10.5% | +43.9% | -33.4% | +2.5% |
| 3Y | +15.5% | -67.5% | +83.1% | +13.6% |
| 5Y | -20.6% | -96.7% | +76.1% | -6.3% |
| All | -20.6% | -96.7% | +76.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling